+328.4%
MNST vs FLEX
+569.1%
-240.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.3% |
| 7D | -3.9% | -13.6% | +9.7% | -2.4% |
| 30D | +3.9% | -36.5% | +40.4% | +9.7% |
| 3M | -0.8% | -36.4% | +35.6% | +4.3% |
| 6M | +5.1% | -46.5% | +51.6% | +12.1% |
| YTD | +18.3% | +25.9% | -7.7% | +7.3% |
| 1Y | +29.5% | +19.6% | +9.9% | +18.1% |
| 3Y | +64.0% | +287.0% | -223.0% | +12.5% |
| 5Y | +97.2% | +466.6% | -369.4% | +21.1% |
| 10Y | +328.4% | +626.9% | -298.5% | +114.8% |
| All | +328.4% | +569.1% | -240.7% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FLEX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling